Concept

Sum of normally distributed random variables

Publications associées (54)

What are the Odds? Probabilistic programming in Scala

Tiark Rompf, Nada Amin, Sandro Stucki, Manohar Jonnalagedda

Probabilistic programming is a powerful high-level paradigm for probabilistic modeling and inference. We present Odds, a small domain-specific language (DSL) for probabilistic programming, embedded in Scala. Odds provides first-class support for random var ...

ACM2013

Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

In this work we deal with a stochastic optimal Robin boundary control problem constrained by an advection-diffusion-reaction elliptic equation with advection-dominated term. We assume that the uncertainty comes from the advection led and consider a stochas ...

Society for Industrial and Applied Mathematics2013

A stochastic collocation method for the second order wave equation with a discontinuous random speed

Fabio Nobile

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and ...

Springer Verlag2013

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

MATHICSE2013

Methodology to account for uncertainties and tradeoffs in pharmaceutical environmental hazard assessment

David Andrew Barry, Luca Rossi, Sylvain Coutu

Many pharmaceutical products find their way into receiving waters, giving rise to concerns regarding their environmental impact. A procedure was proposed that enables ranking of the hazard to aquatic species and human health due to such products. In the pr ...

Elsevier2012

Distributed Constraint Optimization

Thomas Léauté

Distributed Constraint Satisfaction (DisCSP) and Distributed Constraint Optimization (DCOP) are formal frameworks that can be used to model a variety of problems in which multiple decision-makers cooperate towards a common goal: from computing an equilibri ...

EPFL2011

A PTAS for the Highway Problem

Thomas Rothvoss

In the highway problem, we are given an n-edge line graph (the highway), and a set of paths (the drivers), each one with its own budget. For a given assignment of edge weights (the tolls), the highway owner collects from each driver the weight of the assoc ...

2011

Spectral statistics for the discrete Anderson model in the localized regime

We report on recent results on the spectral statistics of the discrete Anderson model in the localized phase. Our results show, in particular, that, for the discrete Anderson Hamiltonian with smoothly distributed random potential at sufficiently large coup ...

2010

Bayesian networks and information theory for audio-visual perception modeling

Jonas Richiardi, Patricia Besson

Thanks to their different senses, human observers acquire multiple information coming from their environment. Complex cross-modal interactions occur during this perceptual process. This article proposes a framework to analyze and model these interactions t ...

2010

Bayesian networks as generative models for face recognition

Guillaume Heusch

In this thesis, we address the problem of face modelling by using dedicated statistical generative models, with an application to the face authentication task. Face authentication consists in either accepting or rejecting a user's claim supported by its fa ...

EPFL2010

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